+164.3%
EWY vs BBWI
-34.3%
+198.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +4.3% |
| 7D | +4.8% | +1.5% | +3.3% | +4.7% |
| 30D | +11.7% | -5.2% | +16.9% | +12.4% |
| 3M | -7.4% | +11.1% | -18.5% | -9.3% |
| 6M | +40.6% | -13.4% | +53.9% | +42.1% |
| YTD | +94.3% | +0.1% | +94.2% | +93.4% |
| 1Y | +164.3% | -36.1% | +200.4% | +167.8% |
| All | +164.3% | -34.3% | +198.6% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling